CME Japanese Yen Future March 2023
| Trading Metrics calculated at close of trading on 24-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2023 |
24-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7768 |
0.7704 |
-0.0064 |
-0.8% |
0.7884 |
| High |
0.7801 |
0.7758 |
-0.0043 |
-0.5% |
0.7919 |
| Low |
0.7690 |
0.7676 |
-0.0015 |
-0.2% |
0.7655 |
| Close |
0.7702 |
0.7739 |
0.0037 |
0.5% |
0.7771 |
| Range |
0.0111 |
0.0083 |
-0.0028 |
-25.3% |
0.0264 |
| ATR |
0.0118 |
0.0116 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
118,842 |
122,542 |
3,700 |
3.1% |
805,102 |
|
| Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7972 |
0.7938 |
0.7784 |
|
| R3 |
0.7889 |
0.7855 |
0.7762 |
|
| R2 |
0.7807 |
0.7807 |
0.7754 |
|
| R1 |
0.7773 |
0.7773 |
0.7747 |
0.7790 |
| PP |
0.7724 |
0.7724 |
0.7724 |
0.7733 |
| S1 |
0.7690 |
0.7690 |
0.7731 |
0.7707 |
| S2 |
0.7642 |
0.7642 |
0.7724 |
|
| S3 |
0.7559 |
0.7608 |
0.7716 |
|
| S4 |
0.7477 |
0.7525 |
0.7694 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8574 |
0.8436 |
0.7916 |
|
| R3 |
0.8310 |
0.8172 |
0.7843 |
|
| R2 |
0.8046 |
0.8046 |
0.7819 |
|
| R1 |
0.7908 |
0.7908 |
0.7795 |
0.7845 |
| PP |
0.7782 |
0.7782 |
0.7782 |
0.7750 |
| S1 |
0.7644 |
0.7644 |
0.7746 |
0.7581 |
| S2 |
0.7518 |
0.7518 |
0.7722 |
|
| S3 |
0.7254 |
0.7380 |
0.7698 |
|
| S4 |
0.6990 |
0.7116 |
0.7625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7896 |
0.7655 |
0.0241 |
3.1% |
0.0127 |
1.6% |
35% |
False |
False |
163,290 |
| 10 |
0.7919 |
0.7588 |
0.0332 |
4.3% |
0.0120 |
1.5% |
46% |
False |
False |
165,850 |
| 20 |
0.7919 |
0.7483 |
0.0436 |
5.6% |
0.0112 |
1.4% |
59% |
False |
False |
145,412 |
| 40 |
0.7919 |
0.7251 |
0.0668 |
8.6% |
0.0112 |
1.5% |
73% |
False |
False |
102,834 |
| 60 |
0.7919 |
0.6841 |
0.1078 |
13.9% |
0.0107 |
1.4% |
83% |
False |
False |
68,661 |
| 80 |
0.7919 |
0.6710 |
0.1209 |
15.6% |
0.0095 |
1.2% |
85% |
False |
False |
51,562 |
| 100 |
0.7919 |
0.6710 |
0.1209 |
15.6% |
0.0087 |
1.1% |
85% |
False |
False |
41,283 |
| 120 |
0.7919 |
0.6710 |
0.1209 |
15.6% |
0.0080 |
1.0% |
85% |
False |
False |
34,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8109 |
|
2.618 |
0.7974 |
|
1.618 |
0.7891 |
|
1.000 |
0.7841 |
|
0.618 |
0.7809 |
|
HIGH |
0.7758 |
|
0.618 |
0.7726 |
|
0.500 |
0.7717 |
|
0.382 |
0.7707 |
|
LOW |
0.7676 |
|
0.618 |
0.7625 |
|
1.000 |
0.7593 |
|
1.618 |
0.7542 |
|
2.618 |
0.7460 |
|
4.250 |
0.7325 |
|
|
| Fisher Pivots for day following 24-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7732 |
0.7760 |
| PP |
0.7724 |
0.7753 |
| S1 |
0.7717 |
0.7746 |
|